1. Preheat oven to 350 F
2. In a medium bowl, cream together the shortening & sugar until smooth.
3. Beat in the egg, and stir in vanilla & milk.
4. In a separate bowl, combine the flour, cocoa, and salt; stir into cream mixture until just blended.
5. Fill cookie press, and press onto an ungreased baking sheet.
6. Bake for 10 minutes in the preheated oven. Remove from baking sheets to cool on wire racks.
Dust with powdered sugar.